+94.2%
EFX vs EQX
+232.0%
-137.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | -4.5% | -3.2% | -1.3% | -4.3% |
| 30D | -6.1% | +7.8% | -13.8% | -6.6% |
| 3M | +6.2% | +21.3% | -15.1% | +4.6% |
| 6M | -11.2% | -22.4% | +11.2% | -10.2% |
| YTD | -21.4% | -11.3% | -10.1% | -21.6% |
| 1Y | -34.3% | +13.5% | -47.8% | -35.9% |
| 3Y | -12.5% | +162.1% | -174.7% | -22.3% |
| 5Y | -35.6% | +84.2% | -119.8% | -44.1% |
| All | +94.2% | +232.0% | -137.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling